空间计量经济学-协会培训111

空间计量经济学导论及GeoDa的应用AnIntroductiontoSpatialEconometricswithGeoDa孙铁山北京大学政府管理学院2013.10.10中国区域科学协会学术年会青年学者培训内容提要•空间计量经济学及其发展•空间数据及其特性•空间自相关及其测度•空间回归模型：设定、估计与解释•GeoDa应用演示空间计量经济学及其发展spatialeconometricsanditsdevelopment什么是空间计量经济学？SpatialEconometrics:Definitions•ThreeDefinitions–Paelinck-Klaassen,1979SpatialEconometrics–Anselin,1988SpatialEconometrics:methodsandmodels–Anselin,2006inHandbookofEconometrics什么是空间计量经济学？SpatialEconometrics:Definitions•thedefinitionprovidedinPaelinck-Klaassen(1979)–roleofspatialinterdependence–asymmetryinspatialrelations–importanceoffactorsinotherspaces–differentiationexpostandexanteinteraction–explicitmodelingofspace什么是空间计量经济学？SpatialEconometrics:Definitions•thedefinitionprovidedinAnselin(1988)–“thecollectionoftechniquesthatdealwiththepeculiaritiescausedbyspaceinthestatisticalanalysisofregionalsciencemodels”.–dealingwith“thespecificspatialaspectsofdataandmodelsinregionalsciencethatprecludeastraightforwardapplicationofstandardeconometricmethods”.–limitingthedefinitiontotherealmofregionalscience.–themodelingperspectivewascomprehensivelytreated,whichdistinguishesspatialeconometricsfromthebroaderfieldofspatialstatisticsorspatialdataanalysis.–Emphasizingspecification,estimationandspecificationtestsofspatialregressionmodels.什么是空间计量经济学？SpatialEconometrics:Definitions•thedefinitionprovidedinAnselin(2006)–“asubsetofeconometricmethodsthatisconcernedwithspatialaspectspresentincross-sectionalandspace-timeobservations.–Variablesrelatedtolocation,distanceandarrangement(topology)aretreatedexplicitlyinmodelspecification;estimation;diagnosticcheckingandprediction”.–thelimitingcontextofurbanandregionalmodelingandregionalscienceisremovedandthedefinitionofspatialeconometricsisplacedsquarelywithinthemethodologicaltoolboxof(applied)econometrics.空间计量经济学的发展DevelopmentofSpatialEconometrics•发展于1970年代，起初作为空间统计和空间数据分析的一个分支，其理论与应用研究大多源于空间统计、区域科学和定量地理，被主流经济学和计量经济学所忽视。•近20年，经历了快速发展，已成为现代计量经济学的重要分支。thefieldmoves“fromthemarginsinappliedurbanandregionaleconomicanalysistothemainstreamofeconomicsandothersocialscience”(Anselin,2010).•1990年代以来，空间计量经济学理论得到较大发展，方法开始得到普遍应用，理论与应用研究呈现爆发式的增长，除了出现在区域科学和空间分析期刊上，也开始大量出现在主流计量经济学期刊和应用经济学各领域的期刊上。但大多数计量经济学教材仍未能包括相关内容。空间计量经济学的发展DevelopmentofSpatialEconometrics•这主要归因于：•thereadyavailabilityofincreasingvolumesofgeo-referenceddata;•auserfriendlytechnologytomanipulatetheseingeographicinformationsystems;•thegrowingattentiontoaspatialperspectivestimulatedbyanimportantshiftintheoreticalfocus.国内对空间计量模型方法的应用ApplicationofSpatialEconometricsinChina•核心期刊，主题或关键词或摘要中含“空间计量”，共有363篇。•2010年后，迅速增加。国内对空间计量模型方法的应用ApplicationofSpatialEconometricsinChina•2005年，首先在地理类和软科学类刊物上–空间数据:性质、影响和分析方法，地球科学进展–我国高校R&D知识溢出的实证研究——以高技术产业为例，中国软科学•2006年，数量经济技术经济研究刊发3篇–中国地区经济σ-收敛的空间计量实证分析–中国省域R&D溢出的空间模式研究–中国省域经济增长趋同的空间计量经济分析•主要是应用研究，早期主要集中在区域经济增长与收敛、创新和知识溢出等经典主题。其他主题包括：FDI溢出、空间集聚、区域差异、地方财政与税收竞争、能源消费与环境问题等。空间数据及其特性spatialdataandspatialeffects空间数据=截面数据？SpatialDataorCross-sectionalData0200400600800100012001400160018002000ChangpingChaoyangChongwenDaxingDongchengFangshanFengtaiHaidianHuairouMentougouMiyunPingguShijingshanShunyiTongzhouXichengXuanwuYanqing人口(万人)GDP(亿元)区县名称人口GDP(万人)(万元)Changping89.62698232Chaoyang300.116974125Chongwen29.91338438Daxing97.86769098Dongcheng55.26732015Fangshan88.72107823Fengtai169.34632301Haidian281.418287539Huairou31.61215332Mentougou27565670Miyun44.9946378Pinggu42.4720849Shijingshan54.62263986Shunyi73.63551302Tongzhou96.51867566Xicheng66.512319443Xuanwu55.32660524Yanqing28.6510810020000400006000080000100000120000140000160000180000200000020000400006000080000100000人均GDP到市中心距离人均GDP线性(人均GDP)区县名称人口GDP(万人)(万元)Changping89.62698232Chaoyang300.116974125Chongwen29.91338438Daxing97.86769098Dongcheng55.26732015Fangshan88.72107823Fengtai169.34632301Haidian281.418287539Huairou31.61215332Mentougou27565670Miyun44.9946378Pinggu42.4720849Shijingshan54.62263986Shunyi73.63551302Tongzhou96.51867566Xicheng66.512319443Xuanwu55.32660524Yanqing28.6510810什么是空间数据WhatisSpatialDataGenerallyspeaking,observationssuchasthese,forwhichtheabsolutelocationand/orrelativepositioning(spatialarrangement)istakenintoaccountarereferredtoasspatialdata.空间数据的类型TypesofSpatialDataLatticedataPointdataGeostatisticaldata空间数据的特性SpatialDataandSpatialEffects•Spatialeffectsisacatchalltermreferringtobothspatialdependenceandspatialheterogeneity.•Spatialdependence(orautocorrelation)isafundamentalpropertyofattributeslocatedinspace.–Tobler’sFirstLawofGeography–attributevaluesinspacearenotrandomStudent(1914)–nearthingsaremorerelatedthandistantthingsFisher(1935)时间与空间的自相关Autocorrelationinspaceandintime•timeseries(“timeline”)vs.spatialdata(map)•dependenceintimevs.dependenceinspace:–Time:one-directionalbetweentwoobservations–Space:two-directionalamongseveralobservations•Spatialautocorrelationismorecomplicated,relativetothetimeseriescase,bytheseconddimension(dependencymightnotbethesameinalldirections)andbythelackofdirectionality(timehasanaturaluni-directionalflowfrompasttopresent,simultaneousdependenceinspatialdata).为什么需要发展空间计量模型方法？Whyspatialeconometrics?为什么需要发展空间计量模型方法？